+114.9%
AXP vs EVRG
+104.1%
+10.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.1% | +1.4% | -1.5% | -0.3% |
| 30D | +4.4% | +7.4% | -2.9% | +3.5% |
| 3M | -6.4% | +7.2% | -13.6% | -7.2% |
| 6M | +4.2% | +9.5% | -5.3% | +2.9% |
| YTD | -12.4% | +25.6% | -37.9% | -16.1% |
| 1Y | -11.1% | +20.3% | -31.5% | -14.0% |
| 3Y | +114.9% | +108.8% | +6.1% | +91.0% |
| All | +114.9% | +104.1% | +10.8% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling